Learning in policy making is complex and elusive. Studies demonstrate the existence of a variety of learning products, processes, and depths but we know far less about how we might model and harness these insights. We draw on the policy learning literature – from political science, public policy and administration, management studies, behavioral science, and evaluation – to distil three practical lessons. First, we identify learning strategies policy actors can pursue to deepen their knowledge about an issue. Second, we delineate four noble truths that can guide the building of learning capacity: absorbing lessons through an awareness of ignorance; generating learning by monitoring performance; applying updates through sense-making; and, reflecting through communicative practice. Third, we describe how learning may not always be a ‘good thing.’ It can be dysfunctional and policy enlightenment can easily become endarkenment. We conclude with suggestions where a practical research agenda for policy learning could usefully go next.